Vector autoregressive models with measurement errors for testing Granger causality (Q716260)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Vector autoregressive models with measurement errors for testing Granger causality |
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Vector autoregressive models with measurement errors for testing Granger causality (English)
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27 April 2011
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asymptotic properties
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errors-in-variables model
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multivariate time series
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